{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/machine-learning-for-k-adaptability-in-two","title":"Machine Learning for K-adaptability in Two-stage Robust Optimization","arxiv_id":"2210.11152","date":"2022-10-20","proceeding":null,"authors":["Esther Julien","Krzysztof Postek","Ş. İlker Birbil"],"abstract":"Two-stage robust optimization problems constitute one of the hardest optimization problem classes. One of the solution approaches to this class of problems is K-adaptability. This approach simultaneously seeks the best partitioning of the uncertainty set of scenarios into K subsets, and optimizes decisions corresponding to each of these subsets. In general case, it is solved using the K-adaptability branch-and-bound algorithm, which requires exploration of exponentially-growing solution trees. To accelerate finding high-quality solutions in such trees, we propose a machine learning-based node selection strategy. In particular, we construct a feature engineering scheme based on general two-stage robust optimization insights that allows us to train our machine learning tool on a database of resolved B&B trees, and to apply it as-is to problems of different sizes and/or types. We experimentally show that using our learned node selection strategy outperforms a vanilla, random node selection strategy when tested on problems of the same type as the training problems, also in case the K-value or the problem size differs from the training ones.","url_abs":"https://arxiv.org/abs/2210.11152v3","url_pdf":"https://arxiv.org/pdf/2210.11152v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"machine-learning-for-k-adaptability-in-two","repo_url":"https://github.com/estherjulien/kadaptns","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"feature-engineering","task_name":"Feature Engineering"},{"task_slug":"two","task_name":"Vocal Bursts Valence Prediction"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}